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QSS

Quantitative Systematic Strategies Portfolio holdings

AUM $11.5M
1-Year Est. Return 21.96%
This Fund
S&P 500
This Quarter Est. Return
+2.57%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$366M
AUM Growth
+$117M
Cap. Flow
+$112M
Cap. Flow %
30.53%
Top 10 Hldgs %
12.29%
Holding
561
New
245
Increased
96
Reduced
67
Closed
153

Top Buys

Rank Stock Value
1
RDC
Rowan Companies Plc
RDC
+$7M
2
VIAB
Viacom Inc. Class B
VIAB
+$4.83M
3
EMN icon
Eastman Chemical
EMN
+$4.47M
4
RTX icon
RTX Corp
RTX
+$3.65M
5
KNGT
KNIGHT TRANSPORTATION INC
KNGT
+$3.64M

Top Sells

Rank Stock Value
1
WPX
WPX Energy, Inc.
WPX
+$3.8M
2
AGN
Allergan Inc
AGN
+$3.44M
3
FDX icon
FedEx
FDX
+$3.22M
4
FMC icon
FMC
FMC
+$3.18M
5
TRN icon
Trinity Industries
TRN
+$3.06M

Sector Composition

Rank Sector Weight
1 Financials 12.99%
2 Healthcare 12.98%
3 Consumer Discretionary 12.04%
4 Industrials 11.12%
5 Energy 10.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PES
526
DELISTED
Pioneer Energy Services Corp.
PES
– –
-18,817
Closed -$105K
BMS
527
DELISTED
Bemis
BMS
– –
-15,118
Closed -$691K
IDTI
528
DELISTED
Integrated Device Technology I
IDTI
– –
-85,002
Closed -$1.69M
ANDV
529
DELISTED
Andeavor
ANDV
– –
-16,175
Closed -$1.22M
BBG
530
DELISTED
Bill Barrett Corp
BBG
– –
-19,798
Closed -$228K
LVLT
531
DELISTED
Level 3 Communications Inc
LVLT
– –
-24,365
Closed -$1.21M
KITE
532
DELISTED
Kite Pharma, Inc.
KITE
– –
-10,956
Closed -$613K
WBMD
533
DELISTED
WebMD Health Corp.
WBMD
– –
-13,795
Closed -$549K
KATE
534
DELISTED
Kate Spade & Company
KATE
– –
-13,456
Closed -$430K
CST
535
DELISTED
CST Brands, Inc.
CST
– –
-30,717
Closed -$1.35M
JOY
536
DELISTED
Joy Global Inc
JOY
– –
-4,651
Closed -$222K
CLNY
537
DELISTED
Colony Capital, Inc.
CLNY
– –
-96,853
Closed -$2.33M
IM
538
DELISTED
Ingram Micro
IM
– –
-11,692
Closed -$324K
PPS
539
DELISTED
Post Properties
PPS
– –
-12,492
Closed -$740K
PVA
540
DELISTED
PENN VIRGINIA CORP
PVA
– –
-15,622
Closed -$101K
CYN
541
DELISTED
CITY NATIONAL CORPORATION
CYN
– –
-4,006
Closed -$326K
CNW
542
DELISTED
CON-WAY INC.
CNW
– –
-46,205
Closed -$2.29M
TRAK
543
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
– –
-14,065
Closed -$626K
NLSN
544
DELISTED
Nielsen Holdings plc
NLSN
– –
-8,861
Closed -$401K
INFA
545
DELISTED
INFORMATICA CORP
INFA
– –
-17,140
Closed -$659K
FMSA
546
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-17,378
Closed -$117K
ROSE
547
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-46,221
Closed -$1.02M
ARUN
548
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-34,333
Closed -$631K
TLM
549
DELISTED
TALISMAN ENERGY INC
TLM
– –
-11,029
Closed -$86K
CJES
550
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-22,910
Closed -$305K
19 20 21
22
23

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CCM
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GPC
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CBT
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FSCP
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ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
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SH
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Quantitative Systematic Strategies's Q1 2015 Portfolio in Review

As of Q1 2015, Quantitative Systematic Strategies held 561 positions worth $366M, up 47% from $249M the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Quantitative Systematic Strategies deployed $112M of net new capital in Q1 2015, opening 245 new positions and adding to 96 existing holdings. Its largest new stake was Eastman Chemical: 61,939 shares worth $4.34M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, up from 12% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was FMC, an estimated $3.18M trimmed.

  • Quantitative Systematic Strategies's largest Q1 2015 buy was Eastman Chemical: 61,939 shares worth $4.34M.
  • Quantitative Systematic Strategies added most to Rowan Companies Plc in Q1 2015, an estimated $7M increase.
  • Quantitative Systematic Strategies's biggest Q1 2015 reduction was FMC, cutting an estimated $3.18M.
  • Quantitative Systematic Strategies fully exited WPX Energy, Inc. in Q1 2015, selling an estimated $3.8M.
  • Quantitative Systematic Strategies's ten largest holdings make up 12% of its $366M portfolio in Q1 2015.
  • Quantitative Systematic Strategies opened 245 new positions and closed 153 in Q1 2015.
  • Quantitative Systematic Strategies's portfolio value rose 47% quarter-over-quarter to $366M.

Based on Quantitative Systematic Strategies's 13F filing for Q1 2015, filed 9 Apr 2015.